相关论文: StockMem: An Event-Reflection Memory Framework for…

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

This paper introduces BreakGPT, a novel large language model (LLM) architecture adapted specifically for time series forecasting and the prediction of sharp upward movements in asset prices. By leveraging both the capabilities of LLMs and…

Long-horizon applications increasingly require large language models (LLMs) to answer queries when relevant evidence is sparse and dispersed across very long contexts. Existing memory systems largely follow two paradigms: explicit…

Large language models still struggle with reliable long-term conversational memory: simply enlarging context windows or applying naive retrieval often introduces noise and destabilizes responses. We present APEX-MEM, a conversational memory…

Traffic forecasting is a challenging problem due to complex road networks and sudden speed changes caused by various events on roads. A number of models have been proposed to solve this challenging problem with a focus on learning…

Large Language Models (LLMs) are constrained by their inability to process lengthy inputs, resulting in the loss of critical historical information. To address this limitation, in this paper, we propose the Self-Controlled Memory (SCM)…

Financial news plays a critical role in the information diffusion process in financial markets and is a known driver of stock prices. However, the information in each news article is not necessarily self-contained, often requiring a broader…

Applications of deep learning in financial market prediction has attracted huge attention from investors and researchers. In particular, intra-day prediction at the minute scale, the dramatically fluctuating volume and stock prices within…

Large Language Model (LLM) has exhibited strong reasoning ability in text-based contexts across various domains, yet the limitation of context window poses challenges for the model on long-range inference tasks and necessitates a memory…

The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

Text and time series data offer complementary views of financial markets: news articles provide narrative context about company events, while stock prices reflect how markets react to those events. However, despite their complementary…

Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs) that aligns with human instructions through Instruction…

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

While Large Vision-Language Models (LVLMs) offer powerful capabilities, they pose privacy risks by unintentionally memorizing sensitive personal information. Current unlearning benchmarks attempt to mitigate this using fictitious identities…

This paper proposes a hybrid framework combining LSTM (Long Short-Term Memory) networks with LightGBM and CatBoost for stock price prediction. The framework processes time-series financial data and evaluates performance using seven models:…

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Event argument extraction identifies arguments for predefined event roles in text. Existing work evaluates this task with exact match (EM), where predicted arguments must align exactly with annotated spans. While suitable for span-based…

The digital landscape is rapidly evolving with an ever-increasing volume of online news, emphasizing the need for swift and precise analysis of complex events. We refer to the complex events composed of many news articles over an extended…

Volume prediction is one of the fundamental objectives in the Fintech area, which is helpful for many downstream tasks, e.g., algorithmic trading. Previous methods mostly learn a universal model for different stocks. However, this kind of…